Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPELRG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923759
Bloomberg ID
BBG00RRT4RY6
Last Value
260.03
+0.06 (+0.02%)
As of CET
Week to Week Change
0.56%
52 Week Change
9.36%
Year to Date Change
10.52%
Daily Low
261.44
Daily High
261.44
52 Week Low
218.94 — 12 Oct 2022
52 Week High
266.26 — 25 Apr 2023
Top 10 Components
| NESTLE | Food, Beverage and Tobacco | CH |
| WOLTERS KLUWER | Media | NL |
| ORANGE | Telecommunications | FR |
| LONDON STOCK EXCHANGE | Financial Services | GB |
| SANOFI | Health Care | FR |
| AIR LIQUIDE | Chemicals | FR |
| GSK | Health Care | GB |
| DEUTSCHE BOERSE | Financial Services | DE |
| EDENRED | Industrial Goods and Services | FR |
| SWISSCOM | Telecommunications | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$526.1
-0.05
1Y Return
14.60%
1Y Volatility
0.15%
STOXX® Europe 600
€454.17
-0.50
1Y Return
13.61%
1Y Volatility
0.13%
STOXX® USA 500
$333.54
+0.90
1Y Return
15.52%
1Y Volatility
0.18%
STOXX® North America 600
$404.96
-3.44
1Y Return
17.30%
1Y Volatility
0.18%
STOXX® Asia/Pacific 600
$179.67
-1.28
1Y Return
17.71%
1Y Volatility
0.16%